| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 7 | 9.1 | 62 | 4 | 7 | (1) | (2) | 0 | 65 |
| 60 | 2 | 1.7 | 48 | 0 | 5 | (3) | (24) | (1) | 87 |
| 120 | 1 | 0.6 | 46 | 0 | 7 | (5) | (26) | (2) | 89 |
| 250 | 2 | 1.3 | 47 | 0 | 6 | (4) | (38) | (2) | 91 |
| 500 | 2 | 1.4 | 49 | 0 | 7 | (5) | (42) | (2) | 89 |
| 760 | 2 | 1.5 | 50 | 0 | 7 | (5) | (42) | (2) | 91 |
| 1260 | 3 | 1.3 | 49 | 1 | 9 | (6) | (50) | (2) | 92 |
| 2520 | 3 | 1.3 | 46 | 1 | 10 | (6) | (97) | (2) | 89 |
| All | 2 | 1 | 45 | 0 | 9 | (6) | (97) | (3) | 89 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | (0.4) | 0.1 | 0.3 | 0.2 | 0.5 | 0.6 | 0.1 | (0.3) | 0.3 | 0.4 | 0.7 | 0.3 | 2.8 | 1.3 | 48.8 | 248.6 | (0.4) | (1.2) | 0.6 | 0.3 |
| 2017 | (0.6) | (0.4) | 0.1 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.5) | (1.1) | 42.2 | 85 | (0.2) | (1) | 0.5 | 0.2 |
| 2016 | (0.2) | (0.3) | 0.1 | (0.1) | 0.7 | 0.1 | (0.1) | 0.1 | (0.2) | 0.5 | 1.2 | 0.3 | 2.1 | 1.7 | 47.3 | 230 | (0.4) | (0.7) | 0.7 | 0.2 |
| 2015 | (0.3) | 0.6 | 0.4 | (0.2) | 0 | 0.2 | 0.9 | (0.5) | 0.1 | 0.1 | 1.2 | 0.3 | 2.8 | 1.6 | 53.5 | 252 | (0.4) | (0.8) | 0.6 | 0.3 |
| 2014 | (0.4) | (0.5) | 0.8 | (0.4) | 0.9 | (0.5) | 0.4 | 0 | 0.8 | 1.1 | 0.1 | 0.3 | 2.6 | 1.5 | 49.4 | 255 | (0.3) | (1.1) | 0.6 | 0.3 |
| 2013 | (0.2) | 1.2 | (0.3) | 1.8 | 0.4 | 2.8 | (0.4) | (0.7) | 0.9 | 0 | 1 | 0.4 | 6.9 | 1.8 | 50.4 | 258 | (0.5) | (1.7) | 0.7 | 0.3 |
| 2012 | (1.1) | (0.4) | 0.3 | (0.2) | 0.7 | 0.2 | (0.1) | (0.4) | (0.2) | 0.4 | (0.1) | 0.4 | (0.5) | (0.2) | 43.5 | 248 | (0.5) | (1.5) | 0.6 | 0.2 |
| 2011 | 0.7 | (0.7) | 0.2 | 0 | (0.1) | 0.4 | (0.5) | (0.7) | 1.5 | (0.3) | 0 | 3.3 | 3.8 | 1.6 | 43 | 226 | (0.4) | (1.7) | 0.7 | 0.2 |
| 2010 | 0.3 | (0.6) | 0.3 | (0.4) | 0.2 | (0.2) | 0.7 | (0.5) | (0.6) | 0.3 | 0.1 | 0.1 | (0.3) | (0.1) | 40.3 | 242 | (0.4) | (1.6) | 0.6 | 0.2 |
| 2009 | 0 | 0.5 | 0.1 | 0.5 | (0.6) | 0.2 | (0.1) | 0.1 | (0.1) | 0.1 | (0.2) | 1.1 | 1.6 | 0.9 | 42.7 | 225 | (0.4) | (1.3) | 0.5 | 0.2 |
| 2008 | (0.4) | 0.3 | 0.6 | 1.1 | 1.1 | (0.1) | 0.4 | 2.3 | 1.7 | 2.7 | (0.7) | 0.4 | 9.4 | 2.9 | 46.5 | 215 | (1) | (1.2) | 0.6 | 0.3 |
| 2007 | (0.2) | (0.3) | 0.1 | 0.2 | 0.9 | 0.2 | (0.4) | 0 | (0.3) | (0.1) | (0.2) | (0.3) | (0.4) | (0.2) | 41.6 | 241 | (0.4) | (1.6) | 0.7 | 0.2 |
| 2006 | (0.8) | 0.7 | (0.2) | (0.4) | 0.8 | 1.8 | (0.5) | 0.3 | 0.6 | 0.4 | (0.6) | 0 | 2.1 | 0.6 | 46 | 243 | (0.5) | (2.6) | 0.5 | 0.2 |
| 2005 | 0.4 | (0.3) | 0.3 | (0.1) | 0.2 | (0.2) | 0.3 | (0.1) | (0.3) | 0.2 | (0.3) | 0.1 | 0.2 | 0.3 | 40.3 | 239 | (0.3) | (1.1) | 0.5 | 0.2 |
| 2004 | 0.5 | 0.3 | (0.8) | 1.9 | 0.2 | 0 | 0.5 | (0.2) | (0.1) | (0.1) | (0.2) | 0.5 | 2.5 | 1.4 | 43.2 | 232 | (0.3) | (0.9) | 0.6 | 0.2 |
| 2003 | (0.3) | 0.4 | 0.7 | (0.2) | (0.1) | 0.8 | 0.1 | (0.5) | (0.2) | (0.1) | (0.5) | (0.4) | (0.3) | (0.2) | 45.1 | 232 | (0.3) | (1.9) | 0.4 | 0.2 |
| 2002 | (0.2) | (0.4) | (0.2) | 0 | (0.3) | 0.3 | 0.1 | (0.5) | (0.3) | 0.5 | 0.2 | (0.3) | (1.1) | (1.3) | 39.8 | 204 | (0.3) | (1.5) | 0.5 | 0.2 |
| 2001 | 0.1 | 0 | 0.2 | (0.1) | 0.5 | 0 | 0.4 | 0 | (0.2) | 0.6 | 0.2 | (0.1) | 1.6 | 1.1 | 46.4 | 247 | (0.3) | (1.1) | 0.5 | 0.2 |
| 2000 | 0 | 0.6 | 0.8 | 0.2 | 0 | (0.3) | 0.8 | 0 | 0.1 | 0.3 | (0.1) | 0 | 2.4 | 1.8 | 53.1 | 251 | (0.4) | (0.6) | 0.6 | 0.2 |